If you have got as far as downloading files I guess you are not doing too badly. But if you have no unix experience and even missed out on MS-DOS you probably need some kind of intro to command-line computing. Have a look at the following
For a bit of light relief you could have a read of Neil Stephenson's hilarious essay 'In the beginning was the Command Line':
gunzip is a command-line utility for uncompressing files. As in
# gunzip something.gz
which leaves you with 'something', bigger but hopefully useful.